A State-Space Time Series Modeling of Long-Term River Flow and Precipitation Trends across Chile (1910–2015)
Keywords:
state-space modeling, Kalman filter, Mann– Kendall test, Theil–Sen, river flow, precipitation, Hovmöller diagramAbstract
This study provides a comprehensive century-scale assessment of river discharge and precipitation trends across Chile (18◦S–56◦S). We reconstruct regional monthly series from 604 flow and 831 precipitation stations using a statespace model (Durbin & Koopman, 2001) that separates level, trend and seasonal components and allows imputation via the Kalman filter/smoother. Trend detection combines parametric linear regression with non-parametric Mann–Kendall and Theil–Sen estimators. Cross-correlation analysis and decadal Hovmöller diagrams are used to characterize rainfall–discharge coupling and the spatiotemporal propagation of hydrological signals. Results show marked drying trends in northern and central Chile and wetter signals in the far south, with an approximate 1,200 km southward displacement of discharge isolines since 1950. The paper documents the statistical framework in full mathematical detail to support reproducibility.
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